+31.2%
TRMB vs SAN
+238.2%
-206.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -16.7% | +4.9% | -21.6% | -18.0% |
| 30D | -9.9% | -13.0% | +3.1% | -6.6% |
| 3M | -7.6% | -18.9% | +11.3% | -2.3% |
| 6M | -14.7% | -4.1% | -10.5% | -14.7% |
| YTD | -30.9% | +2.6% | -33.5% | -33.1% |
| 1Y | -31.3% | +16.9% | -48.3% | -36.4% |
| All | +31.2% | +238.2% | -206.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling